Pages that link to "Item:Q4903574"
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The following pages link to Semi-discrete approximations for stochastic differential equations and applications (Q4903574):
Displayed 17 items.
- On the construction of boundary preserving numerical schemes (Q350284) (← links)
- An explicit and positivity preserving numerical scheme for the mean reverting CEV model (Q495866) (← links)
- A new numerical scheme for the CIR process (Q500385) (← links)
- Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
- Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations (Q1689436) (← links)
- Construction of positivity preserving numerical method for stochastic age-dependent population equations (Q1737134) (← links)
- The semi-discrete method for the approximation of the solution of stochastic differential equations (Q1982270) (← links)
- Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366) (← links)
- Pathwise stability and positivity of semi-discrete approximations of the solution of nonlinear stochastic differential equations (Q2080634) (← links)
- Boundary preserving explicit scheme for the Aït-Sahalia mode (Q2083320) (← links)
- Positivity-preserving numerical schemes for stochastic differential equations (Q2107475) (← links)
- A note on the asymptotic stability of the semi-discrete method for stochastic differential equations (Q2121623) (← links)
- Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
- An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
- Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
- A boundary preserving numerical scheme for the Wright-Fisher model (Q2406295) (← links)
- A novel approach to construct numerical methods for stochastic differential equations (Q2453472) (← links)